Showing 2026Show all
2 papers · 1 filter
math.NA2026
Exponential ergodicity of exact and numerical solutions for McKean-Vlasov SDEs driven by Lévy noise
Yang Sun, Yuhang Zhang, Minghui Song
This paper investigates the exponential ergodicity of the exact solution and the tamed Euler solution for McKean-Vlasov stochastic differential equations driven by Lévy noise. Firs…
math.PR2026
Uniform-in-time error estimates for McKean-Vlasov SDEs with common noise and stochastic algorithms
Yuhang Zhang, Minghui Song
In this work, by construct an asymptotic coupling by reflection, we first explore the uniform-in-time estimate on probability distance for two measure-valued processes induced by a…